When playing text adventures, players usually needed to make maps for themselves as they went along, because they found it difficult to remember how the rooms in the game world related to one another. With the arrival of graphical adventures, mapping became less critical because the graphics provide cues about how the player's current location relates to other areas in the world. However, it's still a good idea to give the player a map. A few games deliberately deny the player a map to make the game more difficult, but this is poor design. There's not a lot of fun in being lost. If you force the player to make his own map, he has to constantly look away from the screen to a sketchpad at his side; that's a tedious business that rapidly destroys suspension of disbelief.
The map that you give the player doesn't have to be complete at the beginning of the game; it can start out empty and be filled in as the player moves around, a process called automapping. It's also a good idea to give the player a compass to tell him which direction he's facing, unless the map orients itself for him. You can also include the map as an item to be found in the game, along the lines of a treasure map.
Automapping destroys the challenge imposed by mazes, but mazes are one of the most overused and least-enjoyed features of adventure games. Unless you have a strong reason for including a maze (such as re-creating the adventures of Theseus in the Minotaur's labyrinth) and can construct one that's really clever and fun to be in, don't do it. If you strongly feel you should have a maze, consider making it an optional mini-game.